It’s really hard to imagine the level of stress, precautions and self-doubting they would have to go through, but they still do it. And I doubt that all of them are suicidal, so there must (still) be some rather safe ways available.
As someone raised in a former communist country/dictatorship, I think I can also add that the worst part about life under such systems is that they are just fucking dumb. Like VPN can be good enough when what you’re up against is stupid lazy bureaucrat cop types.